Shayla Wiggins, of Riverton, Wyoming, was using the augmented reality app Pokémon GO, in which players hunt down animated mutant characters in real-world locations while looking through their smartphone's camera.
The game was recently released in the US but is not yet officially available in the UK.
Speaking to KTVQ, the 19-year-old said: “The Pokemons are all over Riverton. I was trying to get a Pokemon from a natural water resource."
She said she climbed over a fence to get down to the river.
“I was walking towards the bridge along the shore when I saw something in the water,” Ms Wiggins said. “I had to take a second look and I realized it was a body.”
She said the body appeared to be that of a man dressed in black and was floating three feet from the shore.
After calling the emergency services, detectives told her they thought the body had been in the water for less than 24 hours.
She described the incident as “pretty shocking”. “I was pretty scared and cried for a while," she said.
Police in Wyoming had not released any further information about the death.
Pokemon GO was released in the US on 7 July causing servers to crash due to the immense demand.
The augmented reality game allows players to track down Pokemon characters by using their phones to scan their surroundings. Pokemon appear on screen as if in the real world, through the smartphone’s camera.
Notifications on the game inform users how far away a Pokemon might be.
Police in Australia were forced to make an official statement about the game on Friday after users kept trying to get into a Darwin police station to capture the character Sandshrew, who was apparently inside.
“Whilst the Darwin Police Station may feature as a Pokestop, please be advised that you don't actually have to step inside in order to gain the pokeballs,” a police spokesperson wrote on Facebook.
Since Pokemon Go’s launch, manufacturer Nintendo has seen its shares jump by 10 per cent.